Heat 3 tablespoons of olive oil in a pan oven over medium heat. Add the sliced fennel and sauté until it starts to brown and soften, about 10 minutes. Remove the fennel, then sauté the pepper until it starts to soften (again, about 10 minutes). Remove the pepper and sauté the eggplant until it starts to soften (yes, about 10 minutes), then remove the eggplant as well.

Add more olive oil to the pot in between each batch of vegetables if you need to. Cooking each vegetable separately ensures that they do not stew in their own juices and that they are nicely sauteed.
Add another tablespoon of olive oil to the pan, then add the garlic and sauté 2-3 minutes, until fragrant. Pour in the wine and simmer until it’s slightly reduced, about 2 minutes. Add the tomatoes, olives, oregano and salt and pepper to taste and simmer, covered, about 15-20 minutes, in order to soften the garlic and let the flavors meld. Then add all the vegetables and balsamic vinegar and heat through.

While the sauce is cooking on the stove, preheat the oven to 200C (390F). When the oven’s ready, season the fish filets with salt and pepper and a drizzle of olive oil and put the vegetables in a casserole dish and lay the fillets on top.Cover with tin foil and bake in the oven for about 20 minutes or until fish is cooked through.